2020-1(R)

TCW CLO (TCW) 2020-1(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	4.000	-	-	AAA	-	-	-	-	-	Floating	3mL	-	85	3mL+85	-	100.00000
A1RR	USD	300.000	-	-	AAA	-	-	-	40.00%	-	Floating	3mL	-	116	3mL+116	-	100.00000
A2RR	USD	25.000	-	-	AAA	-	-	-	35.00%	-	Floating	3mL	-	145	3mL+145	-	100.00000
BRR	USD	55.000	-	-	AA	-	-	-	24.00%	-	Floating	3mL	-	175	3mL+175	-	100.00000
CRR	USD	30.000	-	-	A	-	-	-	18.00%	-	Floating	3mL	-	205	3mL+205	-	100.00000
DRR	USD	30.000	-	-	BBB-	-	-	-	12.00%	-	Floating	3mL	-	340	3mL+340	-	100.00000
ERR	USD	20.000	-	-	BB-	-	-	-	8.00%	-	Floating	3mL	-	675	3mL+675	-	100.00000
Add Sub	USD	2.500	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained
Sub	USD	53.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Reg S; A1RR: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Reg S; A2RR: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Reg S; BRR: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Reg S; CRR: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Reg S; DRR: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Reg S; ERR: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Reg S; Add Sub: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Reg S; Sub: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2026

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 20, 2030